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01.01.2020
Upgrade: Tactical Asset Allocation framework
Qi takes the traditional investment clock to the next level, helping clients identify which regime – Goldilocks, boom, stagflation, recession - any security resides. No opinion but the empirically observed pattern of association over time.
See more
01.01.2020
Upgrade: Volatility Indicator
The Qi Vol Indicator has a good track record for leading spikes in VIX. Qi provides clients an alternative to the traditional fear gauge as a way to track regime shifts between “risk on “ & “risk off” environments and acts as red flag for less stable market trading conditions.
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01.01.2020
White paper: Explaining what drives stock prices
14 years of evidence.
Quant Insight extracts the sensitivities of asset prices to various key macro factors covering economic fundamentals, financial conditions and measures of investor risk aversion.
See more
01.01.2020
White paper/backtest: Qi Equity LS RV trades - US
Testing the efficacy of Qi Fair Value Gaps as a trading signal in a long/short relative value strategy for single stocks in 4 US sectors.
See more
01.01.2020
White paper/backtest: Qi S&P500 L/S portfolio
Qi’s Fair Value Gap (FVG) analysis was used to construct a long/short portfolio consisting of the 50 single name US stocks in the
S&P 500 with the most extreme FVGs; 25 longs ranked as cheapest according to Qi’s macro models and 25 shorts ranked as the most expensive. Over the last 12 years this L/S strategy returned an annualised 12.3% compared to an annualised return of
2.0% for the HFRX EH - Equity Market Neutral Index (HFRXEH Index).
See more
01.01.2020
White paper/backtest: Qi EuroStoxx L/S portfolio
Qi’s Fair Value Gap (FVG) analysis was used to construct a long/short portfolio consisting of the 50 single name European stocks in the Stoxx 600 with the most extreme FVGs; 25 longs ranked as cheapest according to Qi’s macro models and 25 shorts ranked as the most expensive. Over the last 12 years this L/S strategy returned an annualised 13.4% compared to an annualised return of
9.4% for the Stoxx 600 (SXXP) Total Return Index.
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01.01.2020
White paper: Qi FX signals have a 63-66% win rate over 14 years
Trading FX using Qi signals.
Qi FX signals have a 63-66% win rate over 14 years
Premium content, for a full analysis sign up to a month of insights
01.01.2020
White paper/backtest: Qi FX Portfolio
Qi FX Portfolio signal backtesting
See more
01.01.2020
White paper/backtest: Summary of FVG
The Qi FVG report featuring all asset classes, hit rates and average returns.
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01.01.2020
White paper/backtest: Qi Rates portfolio
Methodology and Analysis whitepaper showcasing FVG
See more
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01.01.2020
Upgrade: Tactical Asset Allocation framework
Qi takes the traditional investment clock to the next level, helping clients identify which regime – Goldilocks, boom, stagflation, recession - any security resides. No opinion but the empirically observed pattern of association over time.
See more
All neatly captured in a time lapse chart that allows the user to travel through time to asses the evolution of each securities’:

1. Sensitivity to Economic growth
2. Sensitivity to Inflation
3. Valuation edge
4. Importance of Macro
Taa
For more details on Qi asset allocation reports or Qi data delivery options please contact a Quant Insight representative:
info@quant-insight.com
01.01.2020
Upgrade: Volatility Indicator
The Qi Vol Indicator has a good track record for leading spikes in VIX. Qi provides clients an alternative to the traditional fear gauge as a way to track regime shifts between “risk on “ & “risk off” environments and acts as red flag for less stable market trading conditions.
See more
A spike in the Qi Vol indicator implies markets are being driven by more transient factors like flow, positioning & sentiment. All of which are typically more volatile than macro fundamentals
Vol Indicator
For more details on the Volatility indicator or if interested in testing this Qi dataset please contact a Quant Insight representative:
info@quant-insight.com
01.01.2020
White paper: Explaining what drives stock prices
14 years of evidence.
Quant Insight extracts the sensitivities of asset prices to various key macro factors covering economic fundamentals, financial conditions and measures of investor risk aversion.
See more
01.01.2020
White paper/backtest: Qi Equity LS RV trades - US
Testing the efficacy of Qi Fair Value Gaps as a trading signal in a long/short relative value strategy for single stocks in 4 US sectors.
See more
01.01.2020
White paper/backtest: Qi S&P500 L/S portfolio
Qi’s Fair Value Gap (FVG) analysis was used to construct a long/short portfolio consisting of the 50 single name US stocks in the
S&P 500 with the most extreme FVGs; 25 longs ranked as cheapest according to Qi’s macro models and 25 shorts ranked as the most expensive. Over the last 12 years this L/S strategy returned an annualised 12.3% compared to an annualised return of
2.0% for the HFRX EH - Equity Market Neutral Index (HFRXEH Index).
See more
01.01.2020
White paper/backtest: Qi EuroStoxx L/S portfolio
Qi’s Fair Value Gap (FVG) analysis was used to construct a long/short portfolio consisting of the 50 single name European stocks in the Stoxx 600 with the most extreme FVGs; 25 longs ranked as cheapest according to Qi’s macro models and 25 shorts ranked as the most expensive. Over the last 12 years this L/S strategy returned an annualised 13.4% compared to an annualised return of
9.4% for the Stoxx 600 (SXXP) Total Return Index.
See more
01.01.2020
White paper/backtest: Qi FX Portfolio
Qi FX Portfolio signal backtesting
See more
01.01.2020
White paper/backtest: Summary of FVG
The Qi FVG report featuring all asset classes, hit rates and average returns.
See more
01.01.2020
White paper/backtest: Qi Rates portfolio
Methodology and Analysis whitepaper showcasing FVG
See more
Qi’s machine learning process derives fair model value for any security relative to its prevailing macro regime. Qi’s Fair Value Gap
(FVG) is the difference between spot market price and model value. These FVGs can be used as trading signals to generate alpha.
Qi Labs back-tested the efficacy of model’s short term FVGs (83d look back) across its rates universe. This universe includes interest rate swaps, spreads, forwards, flys, Govt bonds, asset swaps and cross market spreads in US, Australian, UK, European, Canadian and Japanese markets. The sample period tested runs from 2nd January 2012 to 25th July 2019.
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